+67.2%
LQD vs HCA
+1,743.3%
-1,676.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -1.1% | +5.4% | -6.5% | -1.3% |
| 30D | -1.3% | +3.0% | -4.3% | -1.4% |
| 3M | -3.2% | +13.0% | -16.2% | -3.7% |
| 6M | -2.1% | -20.3% | +18.1% | -1.5% |
| YTD | -2.4% | -8.2% | +5.9% | -2.2% |
| 1Y | -2.7% | +6.7% | -9.4% | -3.0% |
| 3Y | +14.2% | +60.4% | -46.2% | +12.1% |
| 5Y | -5.8% | +73.4% | -79.2% | -8.2% |
| 10Y | +22.2% | +506.9% | -484.8% | +16.6% |
| All | +67.2% | +1,743.3% | -1,676.0% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling